-28.5%
KEEL vs LUMN
-51.5%
+23.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.5% |
| 7D | -0.5% | +2.5% | -3.0% | -3.2% |
| 30D | -27.1% | -10.1% | -16.9% | -22.5% |
| 3M | -43.8% | -36.1% | -7.7% | -27.1% |
| 6M | -55.2% | -56.5% | +1.3% | -28.1% |
| YTD | -20.9% | -47.4% | +26.5% | +8.8% |
| 1Y | -28.5% | -49.6% | +21.2% | -0.6% |
| All | -28.5% | -51.5% | +23.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling